Non-parametric learning critical behavior in Ising partition functions: PCA entropy and intrinsic dimension

We provide and critically analyze a framework to learn critical behavior in classical partition functions through the application of non-parametric methods to data sets of thermal configurations. We illustrate our approach in phase transitions in 2D and 3D Ising models. First, we extend previous studies on the intrinsic dimension of 2D partition function data sets, by exploring the effect of volume in 3D Ising data. We find that as opposed to 2D systems for which this quantity has been successfully used in unsupervised characterizations of critical phenomena, in the 3D case its estimation is far more challenging. To circumvent this limitation, we then use the principal component analysis (PCA) entropy, a "Shannon entropy" of the normalized spectrum of the covariance matrix. We find a striking qualitative similarity to the thermodynamic entropy, which the PCA entropy approaches asymptotically. The latter allows us to extract -- through a conventional finite-size scaling analysis with modest lattice sizes -- the critical temperature with less than $1\%$ error for both 2D and 3D models while being computationally efficient. The PCA entropy can readily be applied to characterize correlations and critical phenomena in a huge variety of many-body problems and suggests a (direct) link between easy-to-compute quantities and entropies.Comment: Corrected affiliation informatio

Image patch analysis of sunspots and active regions. I. Intrinsic dimension and correlation analysis

The flare-productivity of an active region is observed to be related to its spatial complexity. Mount Wilson or McIntosh sunspot classifications measure such complexity but in a categorical way, and may therefore not use all the information present in the observations. Moreover, such categorical schemes hinder a systematic study of an active region's evolution for example. We propose fine-scale quantitative descriptors for an active region's complexity and relate them to the Mount Wilson classification. We analyze the local correlation structure within continuum and magnetogram data, as well as the cross-correlation between continuum and magnetogram data. We compute the intrinsic dimension, partial correlation, and canonical correlation analysis (CCA) of image patches of continuum and magnetogram active region images taken from the SOHO-MDI instrument. We use masks of sunspots derived from continuum as well as larger masks of magnetic active regions derived from the magnetogram to analyze separately the core part of an active region from its surrounding part. We find the relationship between complexity of an active region as measured by Mount Wilson and the intrinsic dimension of its image patches. Partial correlation patterns exhibit approximately a third-order Markov structure. CCA reveals different patterns of correlation between continuum and magnetogram within the sunspots and in the region surrounding the sunspots. These results also pave the way for patch-based dictionary learning with a view towards automatic clustering of active regions.Comment: Accepted for publication in the Journal of Space Weather and Space Climate (SWSC). 23 pages, 11 figure

Exact Dimensionality Selection for Bayesian PCA

We present a Bayesian model selection approach to estimate the intrinsic dimensionality of a high-dimensional dataset. To this end, we introduce a novel formulation of the probabilisitic principal component analysis model based on a normal-gamma prior distribution. In this context, we exhibit a closed-form expression of the marginal likelihood which allows to infer an optimal number of components. We also propose a heuristic based on the expected shape of the marginal likelihood curve in order to choose the hyperparameters. In non-asymptotic frameworks, we show on simulated data that this exact dimensionality selection approach is competitive with both Bayesian and frequentist state-of-the-art methods